Trying to configure Server

I am soooooo Lost!
I am using Mandriva 2006
I am currently using Putty & Winscp
When I try to create a file I am denied permission, How do I create files and scripts. I am on Page 4 of the how to tutorial.

Ok I am having such a hard time. I am not even sure if I have done every step right so far, but none the least I am on the MYSQL step.
When I paste the command, it tells me to place disk 2 in /dev/hdb, however my cdrom drive is /dev/hdc. so I am not able to install packages. What to do? I have made it this far, hate to quit now.